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International Business Machines Corporation IBM

i

Market dataready · fetched 2026-11-04T00:30:32.237Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:00:00.002225171Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T00:30:31.413366+00:00

Share price$250.04
1D-0.1%
AH$245$246$248$249$2515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIBM
Sold putSold callAH

International Business Machines Corporation options

Live interpolated IBM call and put midpoint premiums by absolute delta.International Business Machines Corporation$0.70$3.97$7.24$10.51$13.78$236.89$243.15$249.42$255.69$261.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IBM spot · $250.04IBM PRICE$1.05$1.40$1.80$2.24$2.69$3.21$3.76$4.37$4.99$5.73$6.54$7.35$8.16$1.25$1.66$2.07$2.57$3.09$3.77$4.48$5.25$6.10$7.04$8.16$9.66$12.84
PutsExpensive1.16×
CallsExpensive1.23×
SkewBearish+6.85 pp
Implied moveBearish±$8.24
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ258.5842.3%3.8%241.2848.1%4.0%
25Δ256.8442.0%3.3%243.0947.9%3.4%
30Δ255.4242.4%2.9%244.8146.9%2.9%
35Δ254.0842.5%2.5%246.2746.6%2.5%
40Δ252.7642.4%2.2%247.6846.6%2.2%
45Δ251.5342.4%1.9%249.0247.4%1.9%
50Δ250.3142.5%1.6%250.3648.0%1.7%
55Δ249.1142.2%1.4%251.7548.2%1.4%
60Δ247.9141.8%1.1%253.1748.3%1.2%
65Δ246.6741.5%0.9%254.6448.3%1.0%
70Δ245.4141.3%0.8%256.2348.4%0.8%
75Δ244.1940.2%0.6%258.1549.7%0.6%
80Δ242.9838.7%0.4%261.5656.7%0.5%

20Δ

Calls
Pseudo strike
258.58
IV
42.3%
B/E move
3.8%
Puts
Pseudo strike
241.28
IV
48.1%
B/E move
4.0%

25Δ

Calls
Pseudo strike
256.84
IV
42.0%
B/E move
3.3%
Puts
Pseudo strike
243.09
IV
47.9%
B/E move
3.4%

30Δ

Calls
Pseudo strike
255.42
IV
42.4%
B/E move
2.9%
Puts
Pseudo strike
244.81
IV
46.9%
B/E move
2.9%

35Δ

Calls
Pseudo strike
254.08
IV
42.5%
B/E move
2.5%
Puts
Pseudo strike
246.27
IV
46.6%
B/E move
2.5%

40Δ

Calls
Pseudo strike
252.76
IV
42.4%
B/E move
2.2%
Puts
Pseudo strike
247.68
IV
46.6%
B/E move
2.2%

45Δ

Calls
Pseudo strike
251.53
IV
42.4%
B/E move
1.9%
Puts
Pseudo strike
249.02
IV
47.4%
B/E move
1.9%

50Δ

Calls
Pseudo strike
250.31
IV
42.5%
B/E move
1.6%
Puts
Pseudo strike
250.36
IV
48.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
249.11
IV
42.2%
B/E move
1.4%
Puts
Pseudo strike
251.75
IV
48.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
247.91
IV
41.8%
B/E move
1.1%
Puts
Pseudo strike
253.17
IV
48.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
246.67
IV
41.5%
B/E move
0.9%
Puts
Pseudo strike
254.64
IV
48.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
245.41
IV
41.3%
B/E move
0.8%
Puts
Pseudo strike
256.23
IV
48.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
244.19
IV
40.2%
B/E move
0.6%
Puts
Pseudo strike
258.15
IV
49.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
242.98
IV
38.7%
B/E move
0.4%
Puts
Pseudo strike
261.56
IV
56.7%
B/E move
0.5%

Options history

IV · four-Friday blend34.53%
Daily close
IBM25.4%50.9%76.5%2026-08-05: 40.23%2026-08-06: 38.50%2026-08-07: 36.85%2026-08-10: 36.17%2026-08-11: 36.51%2026-08-12: 34.44%2026-08-13: 35.45%2026-08-14: 31.80%2026-08-17: 34.91%2026-08-18: 34.44%2026-08-19: 34.01%2026-08-20: 33.87%2026-08-21: 32.71%2026-08-24: 34.21%2026-08-25: 33.99%2026-08-26: 33.12%2026-08-27: 33.07%2026-08-28: 29.46%2026-08-31: 31.01%2026-09-01: 32.32%2026-09-02: 30.70%2026-09-03: 29.66%2026-09-04: 28.89%2026-09-08: 33.66%2026-09-09: 39.45%2026-09-10: 36.69%2026-09-11: 33.87%2026-09-14: 35.44%2026-09-15: 36.36%2026-09-16: 36.31%2026-09-17: 34.72%2026-09-18: 31.97%2026-09-21: 35.94%2026-09-22: 34.85%2026-09-23: 35.06%2026-09-24: 33.36%2026-09-25: 35.48%2026-09-28: 36.95%2026-09-29: 36.40%2026-09-30: 38.08%2026-10-01: 38.59%2026-10-02: 38.04%2026-10-05: 40.14%2026-10-06: 39.85%2026-10-07: 38.85%2026-10-08: 42.23%2026-10-09: 42.28%2026-10-12: 45.04%2026-10-13: 47.71%2026-10-14: 49.92%2026-10-15: 50.50%2026-10-16: 55.21%2026-10-19: 59.01%2026-10-20: 65.28%2026-10-21: 72.97%2026-10-22: 43.75%2026-10-23: 36.06%2026-10-26: 36.54%2026-10-27: 35.37%2026-10-28: 36.67%2026-10-29: 35.38%2026-10-30: 34.53%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
40.23%
38.50%
36.85%
36.17%
36.51%
34.44%
35.45%
31.80%
34.91%
34.44%
34.01%
33.87%
32.71%
34.21%
33.99%
33.12%
33.07%
29.46%
31.01%
32.32%
30.70%
29.66%
28.89%
33.66%
39.45%
36.69%
33.87%
35.44%
36.36%
36.31%
34.72%
31.97%
35.94%
34.85%
35.06%
33.36%
35.48%
36.95%
36.40%
38.08%
38.59%
38.04%
40.14%
39.85%
38.85%
42.23%
42.28%
45.04%
47.71%
49.92%
50.50%
55.21%
59.01%
65.28%
72.97%
43.75%
36.06%
36.54%
35.37%
36.67%
35.38%
34.53%